+91.9%
MO vs TXT
+5.5%
+86.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -2.4% | +0.8% | -3.2% | -2.4% |
| 30D | +3.6% | -10.4% | +14.0% | +3.8% |
| 3M | -3.7% | -14.3% | +10.6% | -3.4% |
| 6M | +4.5% | -15.1% | +19.6% | +4.8% |
| YTD | +21.5% | -8.3% | +29.8% | +21.6% |
| 1Y | +9.5% | -0.7% | +10.2% | +9.4% |
| All | +91.9% | +5.5% | +86.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling